"It's one thing to learn a language it, to speak it, to produce it, to be able to talk with somebody. Comprehension, actually listening to a language and understanding it, that's something else because it takes time for the ear to get used to the totally different sounds"
For example, a Brazilian telling a story will start many sentences with "D-F-L". I finally asked someone what that mysterious word was. Turns out they are saying "Dai, eu falei" or "Dai, ele(a) falou" ("And then I said" or "And then (s)he said") The actual phrase has 5 syllables, while the compressed one is nearly 1. You wouldn't come across this phrase in any book and maybe not even on TV. It is something unique to natural, unplanned conversation.
So imagine that the spoken and written language are two different languages altogether. What are the implications? It means that you need to build up a vocabulary of sound groups. These will form the "vocabulary" of the spoken language. This is a hard task because it is usually not written down anywhere. But if you have access to native speakers, you can ask them questions just as I did. And I found that having even a small vocabulary of such "sound groups" goes a long way.
There are at least two benefits to thinking about written vs. spoken language this way. First, you will have less and less of a problem with people speaking too fast because you won't be translating from spoken language to written language (and then possibly back into your own language). You will hear a phrase and treat it as a single idea.
Second, you won't feel so bad that your comprehension skills are low because you'll realize that the task is actually quite difficult--you are learning 2 languages, not just one!